Linked Questions

5 votes
1 answer
6k views

Maximizing likelihood vs. minimizing cost [duplicate]

I keep coming across two different kinds of optimization: Cases where you maximize the likelihood of the data directly (for example CRF learning, or EM). Cases where you minimize some cost function (...
Bernie2436's user avatar
4 votes
3 answers
4k views

why minimize loss function instead of maximizing reward function? [duplicate]

Why is the "de-facto" in statistics to minimize the sum of squared errors cost function instead of maximizing some reward function like the likelihood function?
blast00's user avatar
  • 665
6 votes
0 answers
731 views

Why do we minimise a cost function instead of maximising an equivalent? [duplicate]

I don't really understand why we minimise a cost function for gradient descent. Why don't we try to have something like a gradient 'climb', where we maximise some function? Is it due to convention, or ...
Y-MinG's user avatar
  • 61
98 votes
7 answers
44k views

Why to optimize max log probability instead of probability

In most machine learning tasks where you can formulate some probability $p$ which should be maximised, we would actually optimize the log probability $\log p$ instead of the probability for some ...
Albert's user avatar
  • 1,265
68 votes
3 answers
98k views

Cross-Entropy or Log Likelihood in Output layer

I read this page: http://neuralnetworksanddeeplearning.com/chap3.html and it said that sigmoid output layer with cross-entropy is quite similiar with softmax output layer with log-likelihood. what ...
malioboro's user avatar
  • 1,031
13 votes
2 answers
7k views

Is binary logistic regression a special case of multinomial logistic regression when the outcome has 2 levels?

Is it correct to say that binary logistic regression is a special case of multinomial logistic regression when the outcome has 2 levels?
nostock's user avatar
  • 1,507
3 votes
6 answers
4k views

Why typically minimizing a cost instead of maximizing a reward?

I understand that, for example, maximizing the log-likelihood is equivalent to minimizing the negative log-likelihood. It is indeed a simple change, but still an extra step taken (it seems) for the ...
Julep's user avatar
  • 507
9 votes
1 answer
5k views

Cross entropy vs KL divergence: What's minimized directly in practice?

My understanding is that in ML one can establish a connection between these quantities using the following line of reasoning: Assuming we plan to use ML to make decisions, we choose to minimize our ...
Josh's user avatar
  • 4,598
4 votes
1 answer
3k views

Why use KL-Divergence as loss over MLE?

I have came across this statement several time now Maximizing likelihood is equivalent to minimizing KL-Divergence (Sources: Kullback–Leibler divergence and Maximum likelihood as minimizing the ...
ipcamit's user avatar
  • 237
2 votes
1 answer
533 views

logarithm in loglikelihood

I think I understand likelihood, and also log-likelihood as well. After reading about log-likelihood in various sources, I thought that the purpose of taking the logarithm of likelihood was all about ...
Muatik's user avatar
  • 163
1 vote
1 answer
129 views

Two Beginner Level Questions in ML [closed]

I am repeatedly surprised by how often these three things appear while any ML discussion is there: Log-Likelihood: I understand the max likelihood principle, why log? Softmax: Why softmax everywhere? ...
Sie Tw's user avatar
  • 439
2 votes
0 answers
54 views

derivative of Logistic Regression (sigmoid) [closed]

I am having difficulty figuring out, why I get different answer from the professor. we are tasked with finding the deriative of the logistic regression cost function with the sigmoid function: $$ L(w│...
Ofek nourian's user avatar